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ACM
AlphaCrest Capital Management Portfolio holdings
AUM
$1.64B
1-Year Est. Return
23.4%
This Fund
S&P 500
This Quarter
Est. Return
-6.25%
1 Year Est. Return
-23.4%
3 Year Est. Return
-8.44%
5 Year Est. Return
–
10 Year Est. Return
–
AUM
$1.79B
AUM Growth
-$903M
(-34%)
Cap. Flow
-$739M
Cap. Flow
% of AUM
-41.33%
Top 10 Holdings %
Top 10 Hldgs %
7.85%
Holding
1,474
New
124
Increased
425
Reduced
671
Closed
254
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Lowe's Companies
LOW
|
+$16M |
| 2 |
Home Depot
HD
|
+$12.8M |
| 3 |
BNY
Bank of New York Mellon
BNY
|
+$11.1M |
| 4 |
IBM
IBM
|
+$10.9M |
| 5 |
Abbott
ABT
|
+$10.8M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Oracle
ORCL
|
+$24M |
| 2 |
Texas Instruments
TXN
|
+$21.1M |
| 3 |
Analog Devices
ADI
|
+$16.8M |
| 4 |
Medtronic
MDT
|
+$16.2M |
| 5 |
Canadian National Railway
CNI
|
+$15.1M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Technology | 17.96% |
| 2 | Financials | 16.76% |
| 3 | Healthcare | 15.07% |
| 4 | Consumer Discretionary | 11.47% |
| 5 | Industrials | 11.23% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
1126
M/I Homes
MHO
$3.71B
| $280K | 0.02% |
+6,322
| New | +$322K |
|
|
HI
1127
DELISTED
Hillenbrand
HI
| $279K | 0.02% |
6,308
-2,665
| -30% | -$126K |
|
1128
Outset Medical
OM
$96.4M
| $278K | 0.02% |
+409
| New | +$246K |
|
1129
Coherent
COHR
$65.4B
| $276K | 0.02% |
+3,802
| New | +$259K |
|
1130
Penske Automotive Group
PAG
$14.2B
| $274K | 0.02% |
2,927
-22,646
| -89% | -$2.29M |
|
|
SFIX
1131
Stitch Fix
SFIX
$538M
| $274K | 0.02% |
27,189
-17,553
| -39% | -$242K |
|
1132
Herc Holdings
HRI
$5.62B
| $273K | 0.02% |
1,634
-7,131
| -81% | -$1.13M |
|
|
PING
1133
DELISTED
Ping Identity Holding Corp.
PING
| $271K | 0.02% |
9,887
-22,412
| -69% | -$471K |
|
|
GMS
1134
DELISTED
GMS Inc
GMS
| $269K | 0.02% |
5,400
-1,807
| -25% | -$95K |
|
1135
Interactive Brokers
IBKR
$38.8B
| $269K | 0.02% |
16,312
-2,176
| -12% | -$37.5K |
|
1136
J&J Snack Foods
JJSF
$1.71B
| $269K | 0.02% |
1,736
-2,642
| -60% | -$410K |
|
1137
New Fortress Energy
NFE
$98M
| $268K | 0.02% |
+6,294
| New | +$170K |
|
1138
Blackbaud
BLKB
$2.1B
| $267K | 0.01% |
4,454
-16,698
| -79% | -$1.09M |
|
|
NSTG
1139
DELISTED
NanoString Technologies, Inc.
NSTG
| $267K | 0.01% |
+7,674
| New | +$264K |
|
|
CDK
1140
DELISTED
CDK Global, Inc.
CDK
| $266K | 0.01% |
5,460
-1,977
| -27% | -$88.4K |
|
1141
American Financial Group
AFG
$12.2B
| $265K | 0.01% |
1,822
-1,578
| -46% | -$215K |
|
1142
Quanta Services
PWR
$100B
| $264K | 0.01% |
2,006
-18,380
| -90% | -$2.04M |
|
|
MAXR
1143
DELISTED
Maxar Technologies Inc. Common Stock
MAXR
| $264K | 0.01% |
6,691
-13,107
| -66% | -$401K |
|
1144
Polaris
PII
$3.99B
| $261K | 0.01% |
2,479
+37
| +2% | +$4.22K |
|
1145
Kinsale Capital Group
KNSL
$8.57B
| $260K | 0.01% |
1,141
-521
| -31% | -$109K |
|
1146
Shake Shack
SHAK
$2.84B
| $260K | 0.01% |
3,829
-13,686
| -78% | -$942K |
|
|
HBI
1147
DELISTED
Hanesbrands
HBI
| $259K | 0.01% |
17,373
-108,859
| -86% | -$1.71M |
|
1148
Molson Coors Class B
TAP
$7.92B
| $256K | 0.01% |
4,800
-68,602
| -93% | -$3.46M |
|
1149
Worthington Enterprises
WOR
$2.83B
| $254K | 0.01% |
8,006
-20,564
| -72% | -$710K |
|
|
SBNY
1150
DELISTED
Signature Bank
SBNY
| $252K | 0.01% |
860
-150
| -15% | -$48.7K |
|
Similar funds
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SCA
IC
WFA
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RIG
CCP
AlphaCrest Capital Management's Q1 2022 Portfolio in Review
As of Q1 2022, AlphaCrest Capital Management held 1,474 positions worth $1.79B, down 34% from $2.69B the previous quarter. Its ten largest holdings account for 7.9% of the portfolio.
AlphaCrest Capital Management withdrew a net $739M in Q1 2022, closing 254 positions and reducing 671 holdings. Its most notable exit was Texas Instruments, an estimated $21.1M position sold in full.
By sector, the portfolio is most concentrated in Technology at 18% of assets, down from 20% a quarter earlier, followed by Financials and Healthcare.
Against the trend, AlphaCrest Capital Management opened a new position in Mattel worth $2.32M.
- AlphaCrest Capital Management's largest Q1 2022 buy was Mattel: 104,291 shares worth $2.32M.
- AlphaCrest Capital Management added most to Lowe's Companies in Q1 2022, an estimated $16M increase.
- AlphaCrest Capital Management's biggest Q1 2022 reduction was Oracle, cutting an estimated $24M.
- AlphaCrest Capital Management fully exited Texas Instruments in Q1 2022, selling an estimated $21.1M.
- AlphaCrest Capital Management's ten largest holdings make up 7.9% of its $1.79B portfolio in Q1 2022.
- AlphaCrest Capital Management opened 124 new positions and closed 254 in Q1 2022.
- AlphaCrest Capital Management's portfolio value fell 34% quarter-over-quarter to $1.79B.
Based on AlphaCrest Capital Management's 13F filing for Q1 2022, filed 12 May 2022.